Discussion paper DP18812 Complexity in Factor Pricing Models Antoine Didisheim Barry Ke Bryan Kelly Semyon Malamud 5 Feb 2024 Asset Pricing C3 C58 C61 G11 G12 G14
Discussion paper DP18784 Relationship Discounts in Corporate Bond Trading Simon Jurkatis Andreas Schrimpf Karamfil Todorov Nick Vause 26 Jan 2024 Asset Pricing G12 G14 G23 G24
Discussion paper DP18741 Fiscal Constraints, Disaster Vulnerability, and Corporate Investment Decisions Nicola Maria Fiore Thorsten Martin Florian Nagler 10 Jan 2024 Asset Pricing Banking and Corporate Finance F30 G12 G14 G15 H12 H50 H63
Discussion paper DP18595 Measuring Monetary Policy in the UK: the UK Monetary Policy Event-Study Database Robin Braun Silvia Miranda-Agrippino Tuli Saha 12 Nov 2023 Monetary Economics and Fluctuations E43 E44 E52 E58 G14
Discussion paper DP18569 Transaction costs and capacity of systematic corporate bond strategies Alexey Ivashchenko Robert Kosowski 3 Nov 2023 Asset Pricing G11 G12 G14
Discussion paper DP18482 Life after Default: Dealer Intermediation and Recovery in Defaulted Corporate Bonds Friedrich Baumann Dmitry Livdan Ali Kakhbod Abdolreza Nazemi Norman Schürhoff 25 Sep 2023 Asset Pricing G12 G14 G24
Discussion paper DP18315 How Does Inside Information Affect Sports Betting Odds? Karl Whelan 24 Jul 2023 Asset Pricing G14 L83 Z20
Discussion paper DP18234 ETF effects: the role of primary versus secondary market activities Carole Comerton-Forde Thomas Marta 20 Jun 2023 Asset Pricing G14 G15 G23
Discussion paper DP18233 Does Shareholder Activism Create Value? A Meta-Analysis Josef Bajzík Tomas Havranek Zuzana Irsova Jiri Novak 20 Jun 2023 Asset Pricing G14 G30 G34 L20
Discussion paper DP18191 Mind Your Language: Market Responses to Central Bank Speeches Maximilian Ahrens Deniz Erdemlioglu Michael Mcmahon Christopher J Neely Xiye Yang 2 Jun 2023 Monetary Economics and Fluctuations E52 C45 C53 G12 G14
Discussion paper DP18189 Price and Quantity Discovery without Commitment Stefan Bergheimer Estelle Cantillon Mar Reguant 1 Jun 2023 Industrial Organization D47 D83 G14
Discussion paper DP18174 Climate tech 2.0: social efficiency versus private returns Giulio Cornelli Jon Frost Leonardo Gambacorta Ouarda Merrouche 29 May 2023 Banking and Corporate Finance G11 G14 G24 Q54